NYMEX Light Sweet Crude Oil Future October 2018


Trading Metrics calculated at close of trading on 21-Mar-2018
Day Change Summary
Previous Current
20-Mar-2018 21-Mar-2018 Change Change % Previous Week
Open 60.30 61.51 1.21 2.0% 60.11
High 61.69 63.24 1.55 2.5% 60.67
Low 60.30 61.45 1.15 1.9% 58.67
Close 61.29 62.82 1.53 2.5% 60.55
Range 1.39 1.79 0.40 28.8% 2.00
ATR 1.20 1.25 0.05 4.5% 0.00
Volume 17,018 32,070 15,052 88.4% 47,653
Daily Pivots for day following 21-Mar-2018
Classic Woodie Camarilla DeMark
R4 67.87 67.14 63.80
R3 66.08 65.35 63.31
R2 64.29 64.29 63.15
R1 63.56 63.56 62.98 63.93
PP 62.50 62.50 62.50 62.69
S1 61.77 61.77 62.66 62.14
S2 60.71 60.71 62.49
S3 58.92 59.98 62.33
S4 57.13 58.19 61.84
Weekly Pivots for week ending 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 65.96 65.26 61.65
R3 63.96 63.26 61.10
R2 61.96 61.96 60.92
R1 61.26 61.26 60.73 61.61
PP 59.96 59.96 59.96 60.14
S1 59.26 59.26 60.37 59.61
S2 57.96 57.96 60.18
S3 55.96 57.26 60.00
S4 53.96 55.26 59.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.24 59.32 3.92 6.2% 1.16 1.9% 89% True False 14,044
10 63.24 58.24 5.00 8.0% 1.18 1.9% 92% True False 14,148
20 63.24 57.66 5.58 8.9% 1.27 2.0% 92% True False 12,363
40 63.27 55.77 7.50 11.9% 1.22 1.9% 94% False False 12,059
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 70.85
2.618 67.93
1.618 66.14
1.000 65.03
0.618 64.35
HIGH 63.24
0.618 62.56
0.500 62.35
0.382 62.13
LOW 61.45
0.618 60.34
1.000 59.66
1.618 58.55
2.618 56.76
4.250 53.84
Fisher Pivots for day following 21-Mar-2018
Pivot 1 day 3 day
R1 62.66 62.37
PP 62.50 61.91
S1 62.35 61.46

These figures are updated between 7pm and 10pm EST after a trading day.

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